Fila Spa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.30% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6757 | 16.61 | |
| 0.1186 | 10.85 | |
| 0.7597 | 68.81 | |
| -0.0349 | -1.93 |
Estimation Period:
May 28, 2015 to Feb 13, 2026
May 28, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Fila Spa Analyses
Other GJR-GARCH Analyses on International Equities